Breathe. You might be tempted to hold your breath while you're lifting weights. Don't. Holding your breath can lead to dangerous increases in blood pressure. Instead, breathe out as you lift the weight and breathe in as you lower the weight.

3 Answers
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Use the valsalva maneuver. When you're relatively at rest between reps (the bottom of the deadlift, top of the squat, top of the bench press with locked elbows), exhale, then inhale and trap that air in your lungs. Do the next rep holding that air in your lungs by exerting pressure against your closed glottis.

You're only holding your breath for as long as one rep at a time - definitely not long enough to starve your body of oxygen.

Holding your breath helps keep your chest locked. Breathing during the rep encourages you to move your chest, meaning you lose the tightness in your abs, upper and lower back. This invites injury. For instance, I was blasting through a good set of deadlifts, but pulled a muscle in my back when I let myself breath out on the way up.

If you feel like you need to let your breath out in the middle of a rep, sometimes you have to dump the bar and lose the rep. (Other times you can grind it out.)

The Mayo Clinic is wrong. I assume, since they do not give reasons or evidence for their claim that holding one's breath is dangerous, that they think that holding one's breath while lifting could cause some sort of stroke or aneurysm. See pages 50-54 in Starting Strength 2nd edition for a discussion of why this is incorrect, where, among other things, it is noted that

There are no data for the rates of CVA [cerebrovascular accidents] in the weight room, because they occur so infrequently as to be statistically unmeasurable.

The Mayo Clinic is speaking to a broad audience, and so gives watered-down lifting advice. Since they're working with people who are decrepit, disabled, detrained, and have no in-person coaching, it makes sense for them to recommend lifting light weights for high reps while breathing. It's just not good advice for anyone who's engaging in actual training, instead of exercise-cum-physical-therapy.

Okay, so most of these suggestions are relatively disturbing from an exercise science point of view. While I agree that the valsalva maneuver is common place in power lifting it is still dangerous.

Internally, when you hold your breath, your inner thoracic cavity pressure sky rockets. It is the reason if someone has an inguinal hernia while weight lifting they can lose a testicle. This isn't always true but it is a possibility, and isn't just caused by weight lifting. Ever seen that video of the guy power squatting and halfway up he vomits everywhere? His esophageal sphincter could not handle the pressure his body was putting on his stomach forcing the contents outward. Placing a lot of force on your vagal nerve in the back of your throat while using the valsalva maneuver also slows your heart rate and can cause you to pass out.

It is a risk benefit analysis on your part. For most people you should inhale on the eccentric motion (muscle lengthening) and exhale on the concentric motion (shortening of the muscle). Using support belts if you're performing heavy squats will give you the extra support that you might need instead of utilizing the valsalva manuever.

What's the rate of these hernias and vomiting and passing out? And how much were they lifting (and how much do they lift normally)? And what's the rate of injury to their backs when they lift heavy while breathing instead of valsalva-ing? We can't evaluate these risks without that info.
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Dave LiepmannAug 16 '12 at 20:04

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Better yet, could you add sources or references to this? I'm off hunting for some on my own, but whatever you have would be helpful.
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Dave LiepmannAug 17 '12 at 14:32